There is a thread with broken links in the linux tutorials section.
Here is a fixed version.

VMWare(unfortunately it requires you to register your e-mail):
1.
Download the free VMWare Player:
Download VMware Player, Free VMware - VMware

2.
Download a pre-created image of Linux:
Virtual Appliance Marketplace - Community Contributed Virtual Appliance - VMTN Virtual Appliances
Select "Operating Systems" from the category section. There you will find several Linux distributions.


Topologilinux
1.
Download the image:
Topologilinux - [Running Linux inside Windows]

2.
Install only the colinux environment. Do not change the bootloader. For the rest the default settings should be okay.
This takes a lot of time but the installation is guided very well so it shouldn't be too hard.

3.
Startmenu: "Start Topologilinux"
Leave it in the background or go on and log in if you like shell.

4.
Startmenu: "Topologilinux X"
This is your graphical user interface. You can run Gnome or KDE from here.